Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Doubly robust estimates for longitudinal data analysis with missing response and missing covariates Xiao-Hua Andrew Zhou, Ph.D Co-Investigator and Senior Biostatistician, NACC Professor, Department of Biostatistics University of Washington
October, 2009
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
1
NACC UDS
2
Analysis of Complete Longitudinal Data
3
Estimating Equations for Missing Outcome
4
Methods for Handling Missing Covariates
5
New Method Model Formulation For Missing Response and Covariates Estimation and Inference
6
Simulations and Applications Simulations Applications
7
Summary
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
A NACC example
Using the National Alzheimer’s Coordinating Center (NACC) Uniform Data Set (UDS), we are interested in assessing he association between patient’s characteristics and the onset of dementia. The response is the diagnosis of dementia (Yes/No). The covariates that may be related to the status of dementia include sex, congestive heart failure (CVCHF, yes/no), family history of dementia (FHDEM, yes/no), diabetes (yes/no), behavioral assessment (depression or dysphoria, yes/no), hypertension (yes/no), education (years), Mini-Mental State Exam (MMSE) score, and age.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
A NACC example, continued
There are 16223 subjects from 29 Alzheimer’s Disease Centers included at the entry of this study. Follow-up visits for subjects are scheduled at approximately one-year intervals, with up to three follow-ups at present.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
An example, continued
Due to some reasons, there are some missing data for the response and the behavioral assessment covariate. There are 8724 subjects with complete data on scheduled visits. About 11.9% subjects miss both the response and behavioral assessment; about 31.2% subjects miss the response but observe behavioral assessment; about 3.2% subjects miss the behavioral assessment but observe the response; and about 53.7% subjects observe both the response and the behavioral assessment covariate.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
GEE Approach with Complete Longitudinal Data
The method of generalized estimating equations (GEE) is a popular method for analyzing longitudinal data. It requires only the specification of a model for the marginal mean and variance of each measurement and of a ”working” matrix for the correlation between measurements in a cluster.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Notations
Let Yij denote the response of individual i at time j (i = 1, . . . , N; j = 1, . . . , Mi ). Let Yi = (Yi 1 , . . . , YiMi )T . Let xij denote a vector of covariates for individual i at time j, T )T . x = (xT , . . . , xT )T . and xi = (xiT1 , . . . , xiM i i1 iMi i Let µij = E (Yij | xij ), g (µij ) = β T xij ; let µi = (µi 1 . . . , µiMi )T .
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
GEE for Complete Data Analysis
The GEE for complete data are N X
Ui (β, ρ; Yi , xi ) = 0,
i =1
where Ui (β, ρ; Yi , xi ) =
∂µT i Vi (ρ)−1 (Yi − µi ), ∂β
and Vi (ρ) is the working covariance matrix of Yi .
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Asymptotic results
When xi contains only time-independent covariates, under some regularity conditions, the GEE yields estimators that are consistent. If xi includes some time-dependent covariates, the GEE still yields consistent estimators under one additional assumption that E (Yij | xi ) = E (Yij | xij ). If this is not the case, then for consistency the independent working correlation should be used.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing covariates ADC, 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Time-dependent Covariates
Let Lij denote all the data that should be collected on individual i at time j. Let Lij denote the data available on individual i by time j. Let Lij denote the data not yet available by time j. Note that Lij includes both Yij and xij .
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Drop-out Let Rij = 1 if measurement j on individual i is observed and Rij = 0 otherwise. Assume monotone drop-out: Rij = 0 implies Rik = 0 for all times k > j. Let Cij = 1 if subject i s last observed measurement is at time j and 0 otherwise. We assume that the covariates included in Lij are chosen so that the data can assumed to be Missing at Random (MAR): P(Rij = 1|LiMi , Ri ,j−1 = 1) = P(Rij = 1|Li ,j−1 , Ri ,j−1 = 1). i.e., the probability of missingness only depends on the observed data. Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
GEE for Complete-Data
N X
Ui (β, ρ; Yi , xi ) = 0,
i =1
where Ui (β, ρ; Yi , xi ) =
∂µT i Vi (ρ)−1 (Yi − µi ), ∂β
and Vi (ρ) is the working covariance matrix of Yi . These equations yield estimates that are consistent if the data are Missing Completely at Random (MCAR), but not necessarily if they are MAR.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Re-weighting With missing data, we can base our estimates on the complete cases, but re-weight them according to the probability of being observed. The estimating equations are then N X ∂µT i
i =1
∂β
Vi (ρ)−1 ∆i (α)(Yi − µi ),
where ∆i (α) = diag(Ri 1 /πi 1 , . . . , RiMi /πiMi ) and πij = πij (α) is the probability, according to a specified dropout model, that measurement j on subject i is observed. Under the drop-out missing data, πij (α) = (1 − λi 1 (α)) . . . (1 − λij (α)), where λij (α) = P(Rij = 0 | Lij , Rij = 1). The resulting estimates are consistent if the data are MAR, as long as the probability model for the missingness is correctly Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Imputation Alternatively, we can impute, or “guess”, what the missing values are based on some probability model. Then the estimates are based on both the observed data and the imputed data. The complete case estimating equations are used, but after imputing missing responses with their expected values: E (Yij |Lik , Rik = 1), for j > k. The imputations are based on specified regression models. The resulting estimates are consistent if the data are MAR, as long as the probability model for the imputations is correct.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Doubly-robust Estimating Equations The inverse probability weighting estimates make no use of the available data on subjects with missing measurements. Let d(LM , β) = U(β, ρ; Y, x) be the contribution of a fully observed subject to the estimating equations. For drop-out missing data, the IPW estimating equations can be augmented by a term F (C , LC , β) satisfying EC {F (C , LC , β)|LM } = 0. The resulting augmented estimating equations are N X RiM i =1
i
πiMi
d(LMi , β) + F (C , LC , β) = 0.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Doubly-robust Estimating Equations (2) The optimal choice of augmentation term is Fopt (C , LC , β) =
M−1 X j=1
Cj − λj+1 Rj πj+1
Hj (β),
where Hj (β) = ELj {d(LM , β)|Lj , Rj = 1}. We specify models for Hj (β), j = 1, . . . , M − 1 which involve parameters γ. Let α ˆ and γ ˆ denote consistent estimators of α and γ. Then, in the estimating equations, replace λj , πj , and Hj with λj (α), πj (α), and Hj (β, γ ˆ ).
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Properties of DR Estimating Equations If: The data are MAR, the marginal model is correct, g (µij ) = β T xij , and either the dropout model πj , or the model for Hj (or both) is correctly specified, ˆ is consistent for β. then the solution to the estimating equations β Furthermore, if both the dropout model and the model for Hj ˆ is optimal in the sense that it are correct, then this solution β has the smallest asymptotic variance among estimates from augmented estimating equations. A consistent estimate of this variance exists in closed form.
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Methods for Handling Missing Covariates
Lipsitz et al. (1999) considered the doubly robust estimate in the cross-sectional study with a missing covariate Notations: yi : response, xi : covariate vector that is always observed zi : covariate that is subject to missing ri : missing indicator for zi
Joint density of (ri , yi , zi |xi ) p(ri , yi , zi |xi ) = p(ri |yi , zi , xi , ω)p(yi |zi , xi , β)p(zi |xi , α) = p(ri |yi , xi , ω)p(yi |zi , xi , β)p(zi |xi , α)
(MAR)
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Score Equation for Complete Data
The likelihood-based score question: n u1i (β) X u2i (α) = 0, i =1 u3i (ω) where ∂ log p(yi |xi ,zi ,β) ∂β ∂ log p(zi |xi ,α) ∂α ∂ log p(ri |xi ,yi ,zi ,ω) = ∂ω
u1i (β; yi , xi , zi ) = u2i (β; xi , zi ) = u3i (β; ri , xi , yi )
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Methods for Handling Missing Covariates
With missing data, the maximum likelihood estimating equations for γˆ = (βˆ′ , α ˆ′ , ω ˆ ′ )′ solves ˆ n n u1i (β) X X γ) = ui∗ (ˆ γ) = E u2i (ˆ u ∗ (ˆ α) observed data = 0 i =1 i =1 u3i (ˆ ω)
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Methods for Handling Missing Covariates We can further show that ri u1i (β; yi , xi , zi ) + (1 − ri )Ezi |yi ,xi [u1i (β; yi , xi , zi )] n X u ∗ (γ) = ri u2i (α; zi , xi ) + (1 − ri )Ezi |yi ,xi [u2i (α; zi , xi )] i =1 u3i (ω; yi , xi , ri ) Solving u ∗ (ˆ γ ) = 0 we get the MLE ˆ α The asymptotic properties of (β, ˆ )′ don’t depend on the missing data model If p(yi |xi , zi ) and p(zi |xi ) are correctly specified, we can get ˆ α γ) = 0 consistent estimate of (β, ˆ )′ by solving u ∗ (ˆ If p(yi |xi , zi ) or/and p(zi |xi ) are misspecified, then βˆ will not be consistent Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Methods for Handling Missing Covariates Weighted GEE ri ri n πi u1i (β; yi , xi , zi ) + 1 − πi Ezi |yi ,xi [u1i (β; yi , xi , zi )] X ri ri S(γ) = πi u2i (α; zi , xi ) + 1 − πi Ezi |yi ,xi [u2i (α; zi , xi )] i =1 u3i (ω; yi , xi , ri ) where πi = P(ri = 1|yi , xi ) Doubly robust estimate, i.e., solving S(ˆ γ ) = 0 can get asymptotic unbiased estimate for β when either πi or p(zi |xi ) is correctly specified EM algorithm for the estimate Asymptotic variance Var (ˆ γ) =
n n n nX h ∂S (γ) io−1 X nX h ∂S (γ) io−1 i i E E [Si (γ)Si′ (γ)] E ′ ∂γ ∂γ i =1 i =1 i =1
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation Notations Response: Yi = (Yi 1 , Yi 2 , . . . , YiJi )′ Covariate: Xi = (Xi 1 , Xi 2 , . . . , XiJi )′ 0 Yij and Xij are missing 1 Yij is missing and Xij is observed Rij = 2 Yij is observed and Xij is missing 3 Yij and Xij are observed Covariate: Zi
[always observed]
Response model: µij = E (Yij |Xi , Zi ) var (Yij |Xi , Zi ) = κf (µij ) g (µij ) = Xij βx + Zij′ βz
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation (Continued)
Missing data models: λijk = P(Rij = k|R¯ij , Yi , Xi , Zi ), k = 0, 1, 2, 3 log
λ
ijk
λij0
= uijk ′ αk
k = 1, 2, 3
¯ij : missing response indicator history R ¯ij , Zi ) Covariate model: ωij = E (Xij |X h(ωij ) = vij′ γ ¯ij : covariate history X θ = (β ′ , α′ , γ ′ )′ , where β is of interest
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation (Continued)
MAR assumption: ¯ ij , Yi , Xi , Zi ) P(Rij = k|R ¯ ij , Y (o) , X (o) , Zi ) = P(Rij = k|R i i (o)
, Yi
(o)
, Xi
Yi = (Yi Xi = (Xi
(m)
(m)
)
)
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation (Continued) Weighted GEE (WGEE) for β: S1 (θ) =
n h X i =1
i Di Mi (Yi −µi )+EY (m) ,X (m)|Y (o) ,X (o) ,Z [Di Ni (Yi −µi )] = 0 i
−1/2
Mi = κ−1 Fi
−1/2
i
i
i
i
−1/2
[Ci−1 • ∆i ]Fi
−1/2
Ni = κ−1 Fi [Ci−1 • (11′ − ∆i )]Fi Fi = diag(var (Yij |Xij , Zij ), j = 1, . . . , Ji ) Ci : working correlation matrix ∆i = [δijk ] with δijk = [I (Rij = 1, Rik = 3) + I (Rij = 3, Rik = 3)]/πijk for j 6= k and δijj = I (Rij = 3)/πij Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation (Continued)
Weighted GEE (WGEE) for γ: S2 (θ) =
n h X i =1
i vi ∆∗i (Xi − ωi ) + EX (m) |X (o) ,Z [vi (I − ∆∗i )(Xi − ωi )] = 0 i
∆∗i = diag(I (Rij = 1 or 3)/πijx , πijx
i
i
j = 1, . . . , Ji )
= P(Rij = 1 or 3|Yi , Zi , Xi )
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Model Formulation (Continued)
Estimation function for missing data parameter α: S3 (α) =
Ji X n X 3 X I (Rij = k) ∂λijk =0 λijk ∂α i =1 j=1 k=0
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Estimation and Inference
Solve estimating equations ˆ S1 (θ) n X ˆ = S2 (θ) ˆ = S(θ) Si (θ) = 0 i =1 S3 (ˆ α) EM algorithm for the estimation Variance estimate ˆ = Var (θ)
n n n h ∂S (θ) io−1 X nX nX h ∂S (θ) i′ o−1 i i E E [Si (θ)Si′ (θ)] E . ∂θ ∂θ i =1 i =1 i =1
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Estimation and Inference (Continued)
Doubly robust estimate If missing data model is correctly specified, we get asymptotic unbiased estimate for β no matter the model for the covariate is correctly specified or not If covariate model is correctly specified, we get asymptotic unbiased estimate for β no matter the model for the missing data is correctly specified or not
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Simulations Response model is logit(µij ) = β0 + β1 xij + β2 Zij , j = 1, 2, 3, with exchangeable correlation ρ. Covariate model logitωij = γ0 + γ1 Xi ,j−1 + γ2 Zij Missing data model log
λ ijk
λij0
= α0k + α1k1 I (Ri ,j−1 = 1) + α1k2 I (Ri ,j−1 = 2) (o)
(o)
+α1k3 I (Ri ,j−1 = 3) + α2k yi ,j−1 + α3k xi ,j−1
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Simulations (Continued) Methods considered 1
EM(x+): EM with correct covariate model
2
WGEE(x+, r +): WGEE with correct covariate and missing data models
3
WGEE(x−, r +): WGEE with incorrect covariate and correct missing data models
4
WGEE(x+, r −): WGEE with correct covariate and incorrect missing data models
5
WGEE(x−, r −): WGEE with incorrect covariate and incorrect missing data models
6
cc: complete case MLE
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Simulations (Continued) Table: Empirical bias, standard deviation and coverage probabilities for six approaches to estimation and inference with incomplete covariate and response data (ρ = 0.6, α2 = γ2 = −2)
β0 Method
β1
β2
Bias% SD CP% Bias% SD CP% Bias% SD CP%
EM(x+) -0.3 0.102 (x+, r +) 0.7 0.104 (x+, r −) -1.0 0.110 (x−, r +) 0.4 0.105 (x−, r −) -20.1 0.094 cc -302.0 0.876
94.9 95.1 95.2 94.4 91.4 53.8
-1.1 0.8 -1.6 1.0 12.0 49.9
0.077 0.080 0.088 0.084 0.081 1.077
94.3 94.5 94.9 94.8 92.9 96.8
0.5 -0.9 1.6 -0.3 3.0 0.4
0.091 0.093 0.102 0.096 0.096 1.218
94.8 94.9 95.0 94.5 93.9 94.6
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Table: Empirical bias, standard deviation and coverage probabilities for six approaches to estimation and inference with incomplete covariate and response data (ρ = 0.3, α2 = γ2 = −2)
β0 Method
β1
β2
Bias% SD CP% Bias% SD CP% Bias% SD CP%
EM(x+) -1.6 0.058 (x+, r +) 0.1 0.060 (x+, r −) 0.0 0.066 (x−, r +) 1.2 0.062 (x−, r −) -12.4 0.076 cc -219.6 0.784
94.4 -0.2 95.4 0.1 94.3 0.8 94.7 0.6 93.4 8.4 78.6 -27.0
0.067 0.072 0.071 0.079 0.077 1.065
95.3 95.1 94.9 94.8 94.1 97.2
1.1 0.3 0.2 -0.9 2.0 0.0
0.084 0.086 0.091 0.087 0.087 0.930
94.4 94.6 94.7 94.5 94.2 94.9
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Simulations (Continued)
Summary of the Simulations: EM algorithm gives consistent and most efficient estimate when the covariate model is correctly specified The proposed method yields negligible biases when either the covariate model or the missing data model is correctly specified If both the covariate and missing data model are misspecified, the proposed method yield biased result The complete case analysis gives biased estimate
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Impact of model misspecification
−5
0
% RELATIVE BIAS FOR β2
5
10
α2=−2 α2=−1 α2= 0 α2= 1 α2= 2
−4
−2
0
2
4
γ1
Figure: Asymptotic percent relative bias of β2 with misspecified covariate model and missing data model Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Application to the NACCUDS
Table: Frequency table for the responses and covariate for the
missingness (X , Y ) Time 1 2 3 4
(m, m) (o, m) (m, o) (o, o) 6.0 10.3 12.8 14.1
28.8 31.7 31.1 31.3
8.9 3.9 2.7 1.6
56.3 54.1 53.4 52.9
Xiao-Hua Zhou Doubly robust estimates for longitudinal data analysis with missing response and missing ADC, covariates 2009
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Motivation Example Complete Longitudinal Data Missing outcome Missing Covariates Missing both Response and Covariates
Application to the NACCUDS Table: Parameter estimate for the NACCUDS: proposed method,
n = 16223 Parameter (Intercept) SEX(F) CVCHF DEPRESSION MMSE FHDEM DIABETE HYPERT EDUC AGE
Est.
SE
p
-0.136 -0.203 -0.031 0.679 -0.002 0.181 -0.124 -0.195 -0.002 0.006
0.106 0.025 0.063 0.029 0.001 0.028 0.038 0.026 0.001 0.001
0.198